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Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest
Zhu, Jinxia; Chen, Feng - In: Economic modelling 46 (2015), pp. 142-156
Persistent link: https://www.econbiz.de/10011436574
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Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling; Zeng, Yan; Yao, Haixiang - In: Economic modelling 36 (2014), pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
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Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang; Li, Zhongfei; Chen, Shumin - In: Economic modelling 36 (2014), pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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Risk preferences under price uncertainties and production risk : a note
Alghalith, Moawia - In: Economic modelling 23 (2006) 3, pp. 387-390
Persistent link: https://www.econbiz.de/10003333364
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Bank interest margin management based on a path-dependent Cobb-Douglas utility framework
Tsai, Jeng-yan - In: Economic modelling 35 (2013), pp. 751-762
Persistent link: https://www.econbiz.de/10010336670
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Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem; Frutos, Javier de; Fakhfakh, Tarek; … - In: Economic modelling 34 (2013), pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
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Indeterminacy under non-separability of public consumption and leisure in the utility function
Fernández, Esther; Novales, Alfonso; Ruiz, Jesús - In: Economic modelling 21 (2004) 3, pp. 409-428
Persistent link: https://www.econbiz.de/10002027762
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The effect of subsidy policies on the product quality improvement
Shin, Inyong; Kim, Hyunho - In: Economic modelling 27 (2010) 3, pp. 687-696
Persistent link: https://www.econbiz.de/10003995559
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Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang; Zeng, Yan; Chen, Shumin - In: Economic modelling 30 (2013), pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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Model reference adaptive expectations in Markov-switching economies
Carravetta, Francesco; Sorge, Marco M. - In: Economic modelling 32 (2013), pp. 551-559
Persistent link: https://www.econbiz.de/10009762031